Guidelines on AMA extensions and changes (EBA/GL/2012/1)

Final and translated into the EU official languages

These Guidelines aim at harmonising processes regarding the supervisory approval of such changes and to assist institutions using the Advanced Measurement Approach (AMA) to further develop their AMA models. The Guidelines provide institutions with guidance on how to communicate AMA extensions and changes to the competent authorities and on how to define internal policies for AMA changes in line with supervisory expectations. The Guidelines do not contain requirements regarding the modelling or risk management of institutions.

Press Release

Consultation Papers